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Bandwidth choice for density derivatives
Härdle, Wolfgang - 1988
Persistent link: https://www.econbiz.de/10000750202
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Bandwidth choice for density derivatives
Härdle, Wolfgang; Marron, James Stephen; Wand, Matt P. - 1988
Persistent link: https://www.econbiz.de/10013260297
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Simultaneous density estimation of several income distributions
Marron, James Stephen - In: Econometric theory 8 (1992) 4, pp. 476-488
Persistent link: https://www.econbiz.de/10001137702
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Partitioned cross-validation
Marron, James Stephen - In: Econometric reviews 6 (1987) 2, pp. 271-283
Persistent link: https://www.econbiz.de/10001052103
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Asymptotically best bandwidth selectors in kernel density estimation
Park, Byeong U.; Kim, W. Chan; Marron, James Stephen - 1991
Persistent link: https://www.econbiz.de/10000830458
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How far are automatically chosen regression smoothing parameters from their optimum?
Härdle, Wolfgang; Hall, Peter; Marron, James Stephen - 1986
Persistent link: https://www.econbiz.de/10000707608
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Comparison of data-driven bandwidth selectors
Park, Byeong U.; Marron, James Stephen - 1988
Persistent link: https://www.econbiz.de/10000779474
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Bootstrap simultaneous error bars for nonparametric regression
Härdle, Wolfgang; Marron, James Stephen - 1989
Persistent link: https://www.econbiz.de/10000780899
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Regression smoothing parameters that are not far from their optimum
Härdle, Wolfgang; Hall, Peter; Marron, James Stephen - 1990
Persistent link: https://www.econbiz.de/10000790032
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Bootstrap simultaneous error bars for nonparametric regression
Härdle, Wolfgang; Marron, James Stephen - 1989
Persistent link: https://www.econbiz.de/10000774583